MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (Q5088806)
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scientific article; zbMATH DE number 7556295
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES |
scientific article; zbMATH DE number 7556295 |
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MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES (English)
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13 July 2022
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semi-martingales
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predictable representations property
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enlargement of filtration
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marked point processes
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random measures
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